In general, when you use a countable noun in the singular, you must put some indication of quantity in front of it. When you use it in the plural, you may give a quantity or not. By "countable noun", I mean a noun that refers to something that can be counted, like dogs or bricks, as opposed to things like liquids that perhaps can be measured but not counted. By "indication of quantity" I mean a number, like "one" or "six"; an article, namely "a" or "the"; or some other word that indicates a quantity in some general sense, like "many" or "some".
In this case, "not a big deal" uses an article to express the quantity, namely, one. "No big deal" uses the word "no" to express the quantity, namely, zero.
So in your "stupid question" example (I'm referring to the example you give, not your question!), yes, you need an article or some other "quantity" word. Normally you would say, "That was too stupid a question" or "That was a stupid question".
Note that you don't necessarily need a quantity when you use the plural. For example in the singular you cannot say, "There was dog in the room", you must say, "There was a dog in the room" or "There was one dog in the room". But in the plural you can say, "There were dogs in the room." You CAN give a quantity, like "There were two dogs in the room" or "There were many dogs in the room", but you don't have to. (I have no idea why this is so. It's just the rule.)